Freehold Royalties Ltd (FRU.TO)
14.38
+0.10
(+0.70%)
CAD |
TSX |
Nov 22, 11:17
Freehold Royalties Max Drawdown (5Y): 81.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.48% |
| September 30, 2024 | 81.48% |
| August 31, 2024 | 81.48% |
| July 31, 2024 | 81.48% |
| June 30, 2024 | 81.48% |
| May 31, 2024 | 81.48% |
| April 30, 2024 | 81.48% |
| March 31, 2024 | 81.48% |
| February 29, 2024 | 81.48% |
| January 31, 2024 | 81.48% |
| December 31, 2023 | 81.48% |
| November 30, 2023 | 81.48% |
| October 31, 2023 | 81.48% |
| September 30, 2023 | 81.48% |
| August 31, 2023 | 81.48% |
| July 31, 2023 | 81.48% |
| June 30, 2023 | 81.48% |
| May 31, 2023 | 81.48% |
| April 30, 2023 | 81.48% |
| March 31, 2023 | 81.48% |
| February 28, 2023 | 81.48% |
| January 31, 2023 | 81.48% |
| December 31, 2022 | 81.48% |
| November 30, 2022 | 81.48% |
| October 31, 2022 | 81.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.48% |
| August 31, 2022 | 81.48% |
| July 31, 2022 | 81.48% |
| June 30, 2022 | 81.48% |
| May 31, 2022 | 81.48% |
| April 30, 2022 | 81.48% |
| March 31, 2022 | 81.48% |
| February 28, 2022 | 81.48% |
| January 31, 2022 | 81.48% |
| December 31, 2021 | 81.48% |
| November 30, 2021 | 81.48% |
| October 31, 2021 | 81.48% |
| September 30, 2021 | 81.48% |
| August 31, 2021 | 81.48% |
| July 31, 2021 | 81.48% |
| June 30, 2021 | 81.48% |
| May 31, 2021 | 81.48% |
| April 30, 2021 | 81.48% |
| March 31, 2021 | 81.48% |
| February 28, 2021 | 81.48% |
| January 31, 2021 | 81.48% |
| December 31, 2020 | 81.48% |
| November 30, 2020 | 81.48% |
| October 31, 2020 | 81.48% |
| September 30, 2020 | 81.48% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
66.16%
Minimum
Nov 2019
81.48%
Maximum
Mar 2020
80.46%
Average
81.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Headwater Exploration Inc | 36.55% |
| TerraVest Industries Inc | 41.58% |
| Tamarack Valley Energy Ltd | 91.68% |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.573 |
| Beta (5Y) | 1.911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.43% |
| Historical Sharpe Ratio (5Y) | 0.5197 |
| Historical Sortino (5Y) | 0.6031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |